MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks

By Jeonggyu Huh, Seungwon Jeong, Hyun-Gyoon Kim, Hyeng Keun Koo, Byung Hwa Lim

Published 2026-01-25

Everscope rating

1470.2

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: MarketGAN. Problem types: Generative Modeling, Data Augmentation, Portfolio Optimization, Risk Management, Density Estimation, Time Series Forecasting.

arXiv:2601.17773 · Paper rankings

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